Anthony, I'm very sorry to hear you are going through so much pain. Depression is a very serious medical illness caused by chemical imbalances in the brain and it will continue to worsen without medical treatment. Even though you are not suicidal right now, but you may become suicidal if your depression progresses. You need to see a doctor, receive antidepressants to treat the depression/anxiety, and receive counseling for your father's death and all the other difficulties your are facing. There are a lot of antidepressants on the market and you & your physician may need to work together to try out several different antidepressants before you two determine which one is best for you. Some antidepressants treat anxiety as well. Does your school have a counselor or psychologist you can talk with about this problem? Perhaps they can refer you to a psychiatrist. A school counselor may also know about any free or low-cost mental health clinics or programs in your local area. You also may be able to talk with a pastor or priest. Some churches may know a mental health professional that would be willing to see you at low or no cost.
In addition to antidepressants and counseling, exercise is also suppose to help depression. http://www.health.harvard.edu/newsweek/Exercise-and-Depression-report-excerpt.htm
Certain vitamin deficiencies can also contribute to depression, so a health diet is also important.
http://www.healthyplace.com/depression/alternative-treatments/dietary-supplements-and-nutrition-for-depression/menu-id-68/
http://www.antidepressantsfacts.com/before.htm
http://www.holisticonline.com/remedies/depression/dep_nutrition.htm
Stay away from the alcohol and drugs. They provide only a false temporary relief / self-medication, and once they wear off they'll leave you even more depressed.
Most importantly, you need to treat your soul. Ask God for help. He is the divine healer. And I don't mean casually ask him for help. I mean really spend time in daily prayer, reading the Bible, reflection, receiving the sacraments, etc. Trust in Him, feel His love surround you, and let Him be a father to you. Satan uses every opportunity to gain power on humans. When someone is very depressed, he/she loses much control on her thoughts and actions. They can become putty in the hands of Satan. But God can protect and heal you. There is a Catholic Priest named Father John Corapi. He started his adulthood off in the military, then he became a wealthy business-man and engaged in the vices of the high-life: sex, drugs, money, power. But those vices led to his becoming a drug-addict, homeless, mentally-ill and suicidal. He spent a year in a mental ward & rehab. When he reached his lowest point, he had a conversion and turned back to God. http://www.youtube.com/watch?v=mhAyEZR4gUk
Father Corapi has done many talks on suffering, healing, addiction, spiritual warfare, God's mercy, forgiveness, etc. You can view some of his talks for free on the internet or EWTN. You can also browse through all his available talks and purchase them in the below website.
http://www.fathercorapi.com/Browse-By-Topic-C33.aspx
I really hope that this info might help you Anthony.